+58.9%
IBIT vs GD
+52.4%
+6.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.3% | -3.6% | -2.0% |
| 7D | -2.4% | -3.0% | +0.7% | -1.5% |
| 30D | -9.1% | +9.3% | -18.4% | -11.7% |
| 3M | +15.0% | -7.2% | +22.2% | +17.5% |
| 6M | -6.9% | +5.5% | -12.3% | -9.3% |
| YTD | -14.8% | +9.5% | -24.3% | -17.8% |
| 1Y | -28.1% | +6.4% | -34.6% | -30.0% |
| All | +58.9% | +52.4% | +6.5% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling